+2,222.8%
CMCSA vs OXY
+1,377.9%
+844.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +3.8% | +8.5% | -4.7% | +1.7% |
| 3M | +12.3% | +6.0% | +6.3% | +10.3% |
| 6M | -15.4% | +13.0% | -28.4% | -18.7% |
| YTD | -2.5% | +48.9% | -51.4% | -12.7% |
| 1Y | -13.4% | +36.4% | -49.8% | -21.0% |
| 3Y | -30.4% | -2.3% | -28.1% | -32.4% |
| 5Y | -45.0% | +160.6% | -205.6% | -60.6% |
| 10Y | +10.2% | +2.0% | +8.2% | -17.0% |
| All | +2,222.8% | +1,377.9% | +844.8% | +758.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling